Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47379.65 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45984.67 Kr¶

PnL: ---------------------------------------> -903.9 Kr¶

DD now: ---------------------------------> -2.571 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 11:37:55.668217'

Anic Portfolio¶

Today¶

Return: -0.116 %¶

This Week¶

Return: -1.113 %¶

Total¶

Return: 55.109 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.910000 801.600000 128.600000 19.110000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.150000 3447.200000 70.200000 2.080000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Intrum 4 6.530000 564.800000 37.800000 7.170000 527.000000
Samhällsbyggnadsbo. i Norden B 20 -0.200000 391.200000 36.200000 10.200000 355.000000
AcadeMedia 12 -0.040000 585.360000 28.360000 5.090000 557.000004
Corem Property Group B 59 -2.390000 602.390000 25.390000 4.400000 576.999999
Resurs Holding 22 -0.770000 597.300000 23.300000 4.060000 573.999998
Boozt 12 0.220000 1671.600000 17.600000 1.060000 1653.999996
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 1.870000 556.480000 13.480000 2.480000 543.000000
Swedbank A 3 -0.780000 575.250000 11.250000 1.990000 564.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Securitas B 6 -0.230000 577.440000 7.440000 1.310000 570.000000
Coor Service Management Hold. 8 0.300000 536.800000 4.800000 0.900000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.000000 247.680000 1.680000 0.680000 246.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Nordea Bank Abp 29 -0.480000 3452.160000 -1.840000 -0.050000 3453.999992
CTEK 13 0.250000 530.400000 -3.600000 -0.670000 533.999999
Handelsbanken A 5 -0.930000 534.750000 -11.250000 -2.060000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -4.150000 536.000000 -38.000000 -6.620000 574.000000
International Petroleum Corp. 5 -0.450000 550.000000 -44.570000 -7.500000 594.565215
Beijer Electronics Group 26 -7.120000 2917.200000 -53.800000 -1.810000 2971.000006
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Essity A 4 -3.580000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 -1.280000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
OX2 18 1.280000 1421.100000 -242.900000 -14.600000 1663.999992
Axfood 13 -2.940000 3471.000000 -285.000000 -7.590000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45984.670000 -903.900000 -2.57093% 46888.564618

Updated:¶

'2023-01-26 11:38:08.598931'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶